-77.4%
PATH vs VALE
+48.9%
-126.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.9% |
| 7D | -2.7% | +5.6% | -8.3% | -3.9% |
| 30D | -3.7% | -12.1% | +8.4% | -1.1% |
| 3M | -13.8% | -16.3% | +2.6% | -10.6% |
| 6M | +20.3% | -26.0% | +46.3% | +27.9% |
| YTD | -20.8% | -5.5% | -15.3% | -22.6% |
| 1Y | -9.2% | +6.7% | -15.9% | -14.4% |
| 3Y | -21.8% | +10.2% | -31.9% | -28.1% |
| 5Y | -77.4% | +49.7% | -127.2% | -79.3% |
| All | -77.4% | +48.9% | -126.3% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling